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Additive Nonparametric Regression with Autocorrelated Errors

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Author Info
Smith, M.
Wong, C.M.
Kohn, R.

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Abstract

A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors.

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Publisher Info
Paper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number 19/96.

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Length: 30 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:msh:ebswps:1996-19

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Related research
Keywords: REGRESSION ANALYSIS; ECONOMIC MODELS;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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